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Category Archives: Stata
Stata command to perform Chow test
A Chow test is simply a test of whether the coefficients estimated over one group of the data are equal to the coefficients estimated over another. I find two useful articles from Stata’s official website: Can you explain Chow tests? … Continue reading
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Stata commands to change variable names or values of string variables to all lowercase
Stata is a casesensitive application. Sometimes this will cause a trouble. So, we may want to change variable names or values of variables to all lowercase before we start processing data. This post gives a fast way to do this. … Continue reading
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Common commands to deal with date in Stata
egen compdatadate=eom(fiscalmonth fiscalyear) format compdatadate %td To be continued …
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Stata command to order tabulation result with only top values shown
tabulate varname command is handy in Stata, but sometimes it returns a too long result, if varname contains too many unique values. The thirdparty command, groups, will solve the problem by showing top values only. Please use ssc install groups … Continue reading
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Empower “and” and “or” in IF statement in Stata
Stata is a little bit awkward when using and and or in if statement, compared to SAS. For example: In SAS, we can write if 2001 <= fyear <= 2010. But in Stata, we usually write: if fyear >= 2001 … Continue reading
Display mean and median test results in Stata
Sometimes we may want to produce the following table to compare the mean and median of two groups: First of all, please refer to this post to see Stata commands to test equality of mean and median. However, it is … Continue reading
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Stata commands to do Heckman two steps
We often see Heckman’s two steps in accounting literature. But how to do it in Stata? The two steps refer to the following two regressions: Outcome equation: y = X × b1 + u1 Selection equation: Dummy = Z × … Continue reading
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Stata commands to test equality of mean and median
Please read this post for how to display the results in a readyforuse format. UCLA IDRE has posted an article (link) that may provide a bit more explanation. UCLA IDRE is a great resource for learning statistical analysis. A big thank you … Continue reading
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Stata command to display combined Pearson and Spearman correlation matrix
Oftentimes we would like to display Pearson correlations below the diagonal and Spearman correlations above the diagonal. Two builtin commands, pwcorr and spearman, can do the job. However, we have to manually combine Stata output tables when producing the correlation table … Continue reading
Stata command to convert string GVKEY to numerical GVKEY or vice versa
The default type of GVEKY in Compustat is string. Sometimes, we need it to be a numerical type in Stata (e.g., when we want to use the super handy command tsset). The command to convert string GVKEY to numerical GVEKY … Continue reading